function alpha2 = solveAlpha2(alpha2_0,lambda,sigma,tspan,dt)
alpha2 = alpha2_0;
t = tspan(1);
sqrt_dt = sqrt(dt);
while t<tspan(2)
    alpha2 = alpha2+2*lambda*alpha2*dt+sigma^2+2*sqrt(alpha2)*sigma*randn(1,1)*sqrt_dt;
    t = t+dt;
end